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Catoni / Picard

Statistical Learning Theory and Stochastic Optimization

Ecole d'Eté de Probabilités de Saint-Flour XXXI - 2001

Medium: Buch
ISBN: 978-3-540-22572-0
Verlag: Springer Berlin Heidelberg
Erscheinungstermin: 25.08.2004
Lieferfrist: bis zu 10 Tage

Statistical learning theory is aimed at analyzing complex data with necessarily approximate models. This book is intended for an audience with a graduate background in probability theory and statistics. It will be useful to any reader wondering why it may be a good idea, to use as is often done in practice a notoriously "wrong'' (i.e. over-simplified) model to predict, estimate or classify. This point of view takes its roots in three fields: information theory, statistical mechanics, and PAC-Bayesian theorems. Results on the large deviations of trajectories of Markov chains with rare transitions are also included. They are meant to provide a better understanding of stochastic optimization algorithms of common use in computing estimators. The author focuses on non-asymptotic bounds of the statistical risk, allowing one to choose adaptively between rich and structured families of models and corresponding estimators. Two mathematical objects pervade the book: entropy and Gibbs measures. The goal is to show how to turn them into versatile and efficient technical tools, that will stimulate further studies and results.


Produkteigenschaften


  • Artikelnummer: 9783540225720
  • Medium: Buch
  • ISBN: 978-3-540-22572-0
  • Verlag: Springer Berlin Heidelberg
  • Erscheinungstermin: 25.08.2004
  • Sprache(n): Englisch
  • Auflage: 2004
  • Serie: Lecture Notes in Mathematics
  • Produktform: Kartoniert
  • Gewicht: 446 g
  • Seiten: 284
  • Format (B x H x T): 155 x 235 x 16 mm
  • Ausgabetyp: Kein, Unbekannt
Autoren/Hrsg.

Autoren

Herausgeber

Universal Lossless Data Compression.- Links Between Data Compression and Statistical Estimation.- Non Cumulated Mean Risk.- Gibbs Estimators.- Randomized Estimators and Empirical Complexity.- Deviation Inequalities.- Markov Chains with Exponential Transitions.- References.- Index.